+5.6%
CDE vs DFNS
-99.6%
+105.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -18.3% | +27.1% | +9.1% |
| 7D | +1.1% | -27.7% | +28.8% | +1.7% |
| 30D | -14.5% | -58.0% | +43.5% | -13.1% |
| 3M | -10.1% | -94.0% | +83.9% | -5.5% |
| 6M | -16.9% | -94.6% | +77.7% | -9.5% |
| YTD | -18.1% | -99.4% | +81.3% | +1.4% |
| 1Y | +5.6% | -99.6% | +105.3% | +33.4% |
| All | +5.6% | -99.6% | +105.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling